Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins

Dokumenttyp:: Buchbeitrag
Autor(en):: Czado, C., Gärtner, F., Min, A.
Künstler (Werkautoren):: Kurowicka, D., Joe, H. (Ed.)
Titel:: Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins
Buchtitel:: Kurowicka, D., Joe, H.: Dependence Modeling - Handbook on Vine Copulae.
Verlag / Institution:: World Scientific
Jahr:: 2009
Reviewed:: ja
Sprache:: de
DOI:: doi:10.1.1.147.2637#sthash.3Y4kbhHe.dpuf
Semester:: SS 09
Format:: Text
BibTeX